+147.9%
CIEN vs EVRG
+993.3%
-845.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -15.2% | +1.1% | -16.3% | -15.7% |
| 30D | -21.5% | -1.0% | -20.5% | -21.2% |
| 3M | -40.1% | +0.4% | -40.5% | -40.4% |
| 6M | -6.6% | -0.8% | -5.7% | -6.5% |
| YTD | +37.3% | +15.3% | +21.9% | +28.5% |
| 1Y | +174.5% | +17.9% | +156.7% | +154.1% |
| 3Y | +562.3% | +71.9% | +490.3% | +409.0% |
| 5Y | +463.9% | +45.3% | +418.7% | +362.1% |
| 10Y | +1,302.4% | +113.1% | +1,189.3% | +812.5% |
| All | +147.9% | +993.3% | -845.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling